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    CAMERON, C. e TRIVEDI, P.K. Microeconometrics Using Stata. Cambridge: CUP, 2010

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    ari araujo
    The document discusses the basics of using Stata for microeconometrics and data analysis. It covers Stata commands for data management and importing/exporting datasets, basic data manipulation and visualization, and linear regression techniques. Example commands covered include describe, codebook, regress, tabulate, generate, egen, twoway scatter, and predict. It also discusses assessing assumptions of linear regression models such as heteroscedasticity and normality of residuals.

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    CAMERON, C. e TRIVEDI, P.K. Microeconometrics Using Stata. Cambridge: CUP, 2010

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    ari araujo
    91 views3 pages
    The document discusses the basics of using Stata for microeconometrics and data analysis. It covers Stata commands for data management and importing/exporting datasets, basic data manipulation and visualization, and linear regression techniques. Example commands covered include describe, codebook, regress, tabulate, generate, egen, twoway scatter, and predict. It also discusses assessing assumptions of linear regression models such as heteroscedasticity and normality of residuals.

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    introductory

    Original Title

    stata_microeconometria

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    The document discusses the basics of using Stata for microeconometrics and data analysis. It covers Stata commands for data management and importing/exporting datasets, basic data manipulation and visualization, and linear regression techniques. Example commands covered include describe, codebook, regress, tabulate, generate, egen, twoway scatter, and predict. It also discusses assessing assumptions of linear regression models such as heteroscedasticity and normality of residuals.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    91 views3 pages

    CAMERON, C. e TRIVEDI, P.K. Microeconometrics Using Stata. Cambridge: CUP, 2010

    Uploaded by

    ari araujo
    The document discusses the basics of using Stata for microeconometrics and data analysis. It covers Stata commands for data management and importing/exporting datasets, basic data manipulation and visualization, and linear regression techniques. Example commands covered include describe, codebook, regress, tabulate, generate, egen, twoway scatter, and predict. It also discusses assessing assumptions of linear regression models such as heteroscedasticity and normality of residuals.

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    You are on page 1of 3

    CAMERON, C. e TRIVEDI, P.K. Microeconometrics Using Stata.

    Cambridge: CUP, 2010.

    dica: base de dados e ir observando comandos.

    Manuais impressos (GS - getting startted) e online


    Stata Journal (SJ) e Stata Technical Bulletin (STB)

    Capítulo 1. StataBasics
    operações: barra de comandos (+ rápido) ou menu interativo.

    exemplos: describe e codebook

     update query
     help (help regress); sempre voltar ao help
     search(search regress, nocons)
     summarize (t*)
     regress
     by variable: command(sort, sum, reg)
     quietly command (exemplo sum)
     operator: aritméticos/relacionais/lógicos
    o + (addition)
    o – (subtraction)
    o * (multiplication)
    o / (division)
    o ^ (raisedto a Power)
    o > (greaterthan)
    o < (lessthan)
    o >= (greaterthan or equal)
    o <= (lessthan or equal)
    o == (equal)
    o != (note qual)
    o Logical operators: & (and), | (or), ! (not), ~(not)
     Do-files and log files: .do (program), .dta (database), .log (output), .txt (output)
    o To create a log file in text form named example.txt, the usual command
    is: log using example.txt, text replace
    o In do-files:
     For single-line comments, begin the line with an asterisk (*)
     For a comment on the same line as a Stata command, use two
    slashes (//) after the Stata command.
     For multiple-line comments, place the commented text between
    slash-star (/*) and star-slash (*/).
     query/set
     scalar a=2
     display (2*2, 2/0)
     matrix (matrix define D = (1, 5 \ 6, 8); matrix list D; matrix invD = inv(D); matrix
    list invD)
     r-class commands (analyze data but nor estimate parameters)
    o return list (eg. sum before)
     e-class commands (estimation commands after a regression command)
    o ereturn list (eg. reg before)
    Capítulo 2. Data management and graphics
     clear
     use (read a stata dataset .dta)
     edit (enter data from the keyboard or the data editor
     insheet (read comma-separated or tab-separated text data created by a
    spreadsheet)
     infile (read unformatted or fixed-format text data)
     infix (read formatted data)
     tabulate / table
     if
     replace
     generate(eg. gen attendancehigh=0, replace attendancehigh=1 if
    attendance>=50000; tabulate rodada, generate(rodada); gen goals2=goals^2,
    lgoals=log(goals)
     egen (combined with by)
     recode
     bysortvariable: command ….
     Indicator variables:
    o quietly tabulate variable, generate(name_dummy)
     save (save only a stata data file)
     outsheet (save the dataset as comma-separated values spreadsheet):
    o outsheetvariables using filename.csv, comma replace
     outfile (save a space-delimited formatted text file):
    o outfilevariables using filename.asc, replace
     keep
     drop
     twoway scatter
     graph combine (scatter y attendance, salvar, scatter y rodada, salvar, gr
    combine)
     histogram
     kdensity
     graph matrix (graph matrix y rodada goals)

    Capítulo 3. Linear RegressionBasics


     Análise de regressão básica para análise de dados cross-section para variáveis
    dependentes contínuas, para uma simples equação e regressores exógenos.
     Quebra de pressupostos vistos no capítulo: erros de especificação sobre a
    média condicional, heterocedasticidade.
     Base de dados: futebol brasileiro EALR (2018).
    - corr
    - pwcorr y rodada goals, star(.1)
    - reg y goals rodada (if), vce(robust)
    - interpretação betas ?
    - teste t e F global
    - test var1 = var2 (wald de igualdade de coeficientes)
    - test var1 var2
    - corrouvif (mult)
    - R2
    - hettest / imtest, white / whitetst (instalar)

    - reg y rodada goals


    - predict yhaty
    - sum y yhaty

    - reg y rodada goals


    - predict r, resid
    - kdensity r, normal

    - swilk r
    - sfrancia r
    - sktest r

    kdensity (Kernel)
    qreg (quantile)

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